Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47465.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46070.61 Kr¶

PnL: ---------------------------------------> -817.96 Kr¶

DD now: ---------------------------------> -2.394 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:03:15.112083'

Anic Portfolio¶

Today¶

Return: -0.85 %¶

This Week¶

Return: -1.439 %¶

Total¶

Return: 55.39 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.630000 2751.000000 115.000000 4.360000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.470000 423.400000 68.400000 19.270000 355.000000
Corem Property Group B 59 -3.140000 637.200000 60.200000 10.430000 576.999999
HMS Networks 2 -0.560000 711.600000 38.600000 5.740000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.730000 548.400000 16.400000 3.080000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.880000 260.400000 14.400000 5.850000 246.000000
Midsona B 63 -1.250000 597.240000 14.240000 2.440000 582.999984
Eastnine 4 -1.100000 504.000000 13.000000 2.650000 491.000000
Resurs Holding 22 0.410000 586.080000 12.080000 2.100000 573.999998
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.520000 533.200000 6.200000 1.180000 527.000000
Essity B 2 -0.380000 577.800000 3.800000 0.660000 574.000000
AcadeMedia 12 0.990000 560.400000 3.400000 0.610000 557.000004
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
Handelsbanken A 5 -1.800000 547.000000 1.000000 0.180000 546.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Swedbank A 3 -1.740000 560.250000 -3.750000 -0.660000 564.000000
Securitas B 6 -0.700000 563.040000 -6.960000 -1.220000 570.000000
Nordea Bank Abp 29 -1.310000 3445.200000 -8.800000 -0.250000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
Boozt 12 0.810000 1644.000000 -10.000000 -0.600000 1653.999996
CTEK 13 -0.940000 508.300000 -25.700000 -4.810000 533.999999
Vivesto 1368 -1.580000 544.740000 -68.260000 -11.140000 612.999432
International Petroleum Corp. 5 0.780000 516.500000 -78.070000 -13.130000 594.565215
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
SAAB B 8 -1.090000 3264.000000 -113.000000 -3.350000 3377.000000
OX2 18 -0.290000 1539.900000 -124.100000 -7.460000 1663.999992
Axfood 13 -0.150000 3573.700000 -182.300000 -4.850000 3756.000001
Fasadgruppen Group 35 -2.170000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46070.610000 -817.960000 -2.39447% 46888.564618

Updated:¶

'2023-01-13 16:03:27.747434'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶